I might be a homebrew clone of the game, or a self-extracting archive. Where did you get it, @Dresher?
However, exe files are binary files for Windows or MS DOS and can't be "made" into other extensions.
(At first, I wondered what a "game stacker" might be. 😊)

@djpj3000
It's likely you could get it to run through Wine. Normally, this wouldn't be recommended, as the results would be pretty slow. However, a basic editor like PKHeX might run decently well. Rather than point you to a single tutorial out of so many, do a Google search for "wine on raspbian" and just pick one that suits you.